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Adam Clements

Adam Clements

Queensland University of Technology - Brisbane / Australia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 51074
person_outline Adam Clements's MOST POPULAR ARTICLES
1-) The jump component of S&P 500 volatility and the VIX index Journal of Banking & Finance 33 (6), 1033-1038, 2009
2-) Does implied volatility provide any information beyond that captured in model-based volatility forecasts? Journal of Banking & Finance 31 (8), 2535-2549, 2007
3-) Forecasting day-ahead electricity load using a multiple equation time series approach European Journal of Operational Research 251 (2), 522-530, 2016
4-) S&P 500 implied volatility and monetary policy announcements Finance Research Letters 4 (4), 227-232, 2007
5-) Are combination forecasts of S&P 500 volatility statistically superior? International Journal of Forecasting 24 (1), 122-133, 2008